"Today at 6:15AM, after meeting his entire family and being baptized into the Catholic faith, baby Shane died peacefully in his Mother's arms," the family wrote on the Prayers for Shane page. "We are so grateful for the time that we were blessed to hold and hug our son."

Jenna Gassew and Dan Haley welcomed Shane on Thursday and then had to say goodbye to him a few hours later. (Prayers for Shane/via Facebook)

Shane had been diagnosed with anencephaly, a rare but serious condition that affects the formation of the brain and skull bone.

Gassew and Haley knew about the devastating diagnosis, but the devout Catholic couple decided abortion was not an option.

Gassew and Haley knew their son was not expected to survive, so they made the most of her pregnancy. (Prayers for Shane facebook page)

They embraced the short time they would have with Shane and started checking off items on a special bucket list. They took a trip to the zoo, visited New York City and went to Philadelphia Flyers and Philadelphia Phillies games.